+53.0%
STT vs IRE
-97.3%
+150.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.3% |
| 7D | +0.9% | -15.5% | +16.4% | +0.9% |
| 30D | -2.3% | -70.4% | +68.1% | 0.0% |
| 3M | -7.0% | -81.6% | +74.6% | -4.1% |
| 6M | +15.5% | -94.7% | +110.2% | +20.0% |
| YTD | +35.6% | -91.8% | +127.3% | +35.9% |
| 1Y | +47.9% | -97.6% | +145.4% | +52.0% |
| All | +53.0% | -97.3% | +150.3% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling